RLS2 MATLAB Toolbox is a set of scripts that implements RLS2 (regularized least squares with two layers) and RLS2LIN (linear regularized least squares with two layers).

RLS2 is an instance of multiple kernel learning algorithm that can be used to simultaneously learn a regularized predictor and the kernel function. It is also an instance of "kernel machine with two layers" that extends the classic regularized least squares algorithm.

RLS2LIN is a version of RLS2 specialized to linear kernels on each feature. RLS2LIN simultaneously performs regularization and linear feature selection, is memory efficient and well suited for datasets with a large number of features.

The package contains a Graphic User Interface (GUI) to load data, perform training and validation of RLS2 models, and plot results. The features of the toolbox include: